Above 90% winning rate but auto stopped out from running in Proorder

Viewing 15 posts - 16 through 30 (of 72 total)
  • Author
    Posts
  • #114354 quote
    kkkok288
    Participant
    Junior

    Hi GraHal

    Thank you very much.

    #114355 quote
    kkkok288
    Participant
    Junior

    Hi Nicolas

    I agree with your suggestion. May I know how to modify my coding in the EA?

    All the while I am using ‘Simplified Creation, mode to setup an EA.

    I am not good in coding. May I know where can I learn a proper coding lesson in Probuilder?

    #114357 quote
    Nicolas
    Keymaster
    Master

    You can restrain the trading to market hours (set starttime and endtime in the code), with this version of the code (copy/paste from GraHal version):

    // Definition of code parameters
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    
    starttime=080000
    endtime=180000
    tcondition=time>=starttime and time<endtime
    
    if tcondition then 
    
    // Conditions to enter long positions
    indicator1 = Average[1](DI[14](close))
    c1 = (indicator1 CROSSES OVER -40)
    indicator2 = Momentum[12](close)
    c2 = (indicator2 <= -350)
    indicator3 = CCI[20]
    c3 = (indicator3 < -95)
    
    IF c1 AND c2 AND c3 THEN
    BUY 1 PERPOINT AT MARKET
    ENDIF
    
    
    
    // Conditions to enter short positions
    indicator5 = Average[1](DI[14](close))
    c5 = (indicator5 CROSSES UNDER 10)
    indicator6 = Momentum[12](close)
    c6 = (indicator6 <= 33)
    indicator7 = Volume
    c7 = (indicator7 <= 1300)
    indicator8 = Volume
    c8 = (indicator8 >= 100)
    indicator9 = ExponentialAverage[9](MACDline[12,26,9](close))
    indicator10 = MACDline[12,26,9](close)
    c9 = (indicator9 <= indicator10)
    indicator11 = Average[5](volume)-Average[25](volume)
    c10 = (indicator11 >= -300)
    indicator12 = AverageTrueRange[14](close)
    c11 = (indicator12 >= 12)
    indicator13 = Stochastic[14,3](close)
    c12 = (indicator13 < 88)
    indicator14 = ExponentialAverage[9](MACDline[12,26,9](close))
    indicator15 = MACDline[12,26,9](close)
    c13 = (indicator14[1] < indicator15[1])
    indicator16 = ExponentialAverage[9](MACDline[12,26,9](close))
    indicator17 = MACDline[12,26,9](close)
    c14 = (indicator16[2] < indicator17[2])
    c15 = (close < close[1])
    indicator18 = MoneyFlowIndex[14]
    c16 = (indicator18 <= 75)
    indicator19 = MoneyFlowIndex[14]
    c17 = (indicator19 >= 40)
    indicator20 = Momentum[12](close)
    c18 = (indicator20 >= 20)
    
    IF c5 AND c6 AND c7 AND c8 AND c9 AND c10 AND c11 AND c12 AND c13 AND c14 AND c15 AND c16 AND c17 AND c18 THEN
    SELLSHORT 1 PERPOINT AT MARKET
    ENDIF
    
    
    
    endif 
    
    // Conditions to exit long positions
    indicator4 = SAR[0.02,0.02,0.2]
    c4 = (close CROSSES UNDER indicator4)
    
    IF c4 THEN
    SELL AT MARKET
    ENDIF
    
    // Conditions to exit short positions
    indicator21 = SAR[0.02,0.02,0.2]
    c19 = (close CROSSES OVER indicator21)
    IF c19 THEN
    EXITSHORT AT MARKET
    ENDIF

    (not tested)

    #114377 quote
    kkkok288
    Participant
    Junior

    Hi Nicolas

    Thank you for your kind advice.

    Do you know where can we have a proper and complete way to learn the Probuilder coding? Is there any coding course specific for Probuilder?

    #114415 quote
    Nicolas
    Keymaster
    Master
    #114733 quote
    kkkok288
    Participant
    Junior

    Hi Nicolas

    Thank you for your information.

    #114734 quote
    kkkok288
    Participant
    Junior

    Hi, guys.

    I am having the same problem of auto stopped from Proorder although I have added the code DEFPARAM PreLoadBars = 20000.

    This EA is for Hong Kong (A$1) market with 15 min timeframe. It generates good result on the backtest.

    //————————————————————————-
    // Main code : hk15m C>YC CcoOmfiP95L100-2(1)
    //————————————————————————-
    // Definition of code parameters
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    DEFPARAM PreLoadBars = 20000
    
    // Prevents the system from creating new orders to enter the market or increase position size before the specified time
    noEntryBeforeTime = 091500
    timeEnterBefore = time >= noEntryBeforeTime
    
    // Conditions to enter long positions
    c1 = (close >= DClose(1))
    c2 = (close CROSSES OVER DOpen(0))
    indicator1 = ADX[14]
    c3 = (indicator1 > indicator1[1])
    indicator2 = DIplus[14](close)
    c4 = (indicator2 >= 26)
    indicator3 = MoneyFlowIndex[14]
    c5 = (indicator3 < 50)
    indicator4 = Average[5](volume)-Average[25](volume)
    c6 = (indicator4 <= 8500)
    indicator5 = ADX[14]
    c7 = (indicator5 >= 14)
    indicator6 = Average[5](Stochastic[14,3](close))
    c8 = (indicator6 >= 35)
    
    IF (c1 AND c2 AND c3 AND c4 AND c5 AND c6 AND c7 AND c8) AND timeEnterBefore THEN
    BUY 1 CONTRACT AT MARKET
    ENDIF
    
    // Conditions to enter short positions
    c9 = (close < DClose(1))
    c10 = (close CROSSES UNDER DOpen(0))
    indicator7 = ADX[14]
    c11 = (indicator7 < indicator7[1])
    indicator8 = ADX[14]
    c12 = (indicator8[1] < indicator8[2])
    indicator9 = CCI[20]
    c13 = (indicator9 < -90)
    indicator10 = CCI[20]
    c14 = (indicator10 > -200)
    indicator11 = ADX[14]
    c15 = (indicator11 >= 13)
    indicator12 = DI[14](close)
    c16 = (indicator12 <= 0)
    indicator13 = Average[5](volume)-Average[25](volume)
    c17 = (indicator13 < 8500)
    indicator14 = Average[5](volume)-Average[25](volume)
    c18 = (indicator14 >= 500)
    indicator15 = Volume
    c19 = (indicator15 > 2500)
    indicator16 = MoneyFlowIndex[14]
    c20 = (indicator16 > 10)
    indicator17 = Average[5](Stochastic[14,3](close))
    c21 = (indicator17 > 10)
    indicator18 = Momentum[12](close)
    c22 = (indicator18 <= -25)
    
    IF (c9 AND c10 AND c11 AND c12 AND c13 AND c14 AND c15 AND c16 AND c17 AND c18 AND c19 AND c20 AND c21 AND c22) AND timeEnterBefore THEN
    SELLSHORT 1 CONTRACT AT MARKET
    ENDIF
    
    // Stops and targets
    SET STOP pLOSS 100
    SET TARGET pPROFIT 100
    #114736 quote
    kkkok288
    Participant
    Junior

    Hi guys.

    Another EA with the same problem of auto stopped out from Proorder.

    This EA is for Hong Kong (A$1) with 15 min timeframe.

    //————————————————————————-
    // Main code : hk15mCcoYHcuYLmovoP100L105-(1)
    //————————————————————————-
    // Definition of code parameters
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    DEFPARAM PreLoadBars = 10000
    
    // Prevents the system from creating new orders to enter the market or increase position size before the specified time
    noEntryBeforeTime = 091500
    timeEnterBefore = time >= noEntryBeforeTime
    
    // Conditions to enter long positions
    c1 = (close CROSSES OVER DHigh(1))
    indicator1 = DIplus[14](close)
    c2 = (indicator1 > 12)
    indicator2 = MACDline[12,26,9](close)
    c3 = (indicator2 > 0)
    indicator3 = Momentum[12](close)
    c4 = (indicator3 > 25)
    indicator4 = MoneyFlowIndex[14]
    c5 = (indicator4 < 80)
    indicator5 = CCI[20]
    c6 = (indicator5 < 200)
    indicator6 = Momentum[12](close)
    c7 = (indicator6 < 75)
    indicator7 = ADX[14]
    c8 = (indicator7 > 22)
    indicator8 = AverageTrueRange[14](close)
    c9 = (indicator8 > 28)
    indicator9 = Average[5](volume)-Average[25](volume)
    c10 = (indicator9 <= 3300)
    indicator10 = AverageTrueRange[14](close)
    c11 = (indicator10 < 58)
    indicator11 = Average[5](volume)-Average[25](volume)
    c12 = (indicator11 >= -400)
    indicator12 = CCI[20]
    c13 = (indicator12 > 0)
    
    IF (c1 AND c2 AND c3 AND c4 AND c5 AND c6 AND c7 AND c8 AND c9 AND c10 AND c11 AND c12 AND c13) AND timeEnterBefore THEN
    BUY 1 CONTRACT AT MARKET
    ENDIF
    
    // Conditions to enter short positions
    c14 = (close CROSSES UNDER DLow(1))
    indicator13 = Stochastic[14,3](close)
    c15 = (indicator13 < 50)
    indicator14 = ExponentialAverage[9](MACDline[12,26,9](close))
    c16 = (indicator14 < 0)
    indicator15 = Momentum[12](close)
    c17 = (indicator15 < -100)
    indicator16 = AverageTrueRange[14](close)
    c18 = (indicator16 >= 55)
    indicator17 = Average[5](volume)-Average[25](volume)
    c19 = (indicator17 <= 7500)
    indicator18 = Momentum[12](close)
    c20 = (indicator18 >= -145)
    
    IF (c14 AND c15 AND c16 AND c17 AND c18 AND c19 AND c20) AND timeEnterBefore THEN
    SELLSHORT 1 CONTRACT AT MARKET
    ENDIF
    
    // Stops and targets
    SET STOP pLOSS 105
    SET TARGET pPROFIT 100
    #114737 quote
    kkkok288
    Participant
    Junior

    Another one with the same problem of auto stopped.

    This EA is for Hong Kong (A$1) with 15 min timeframe.

    //————————————————————————-
    // Main code : hk15m MFIco70 cu20mostPL100(1)
    //————————————————————————-
    // Definition of code parameters
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    DEFPARAM PreLoadBars = 20000
    // Prevents the system from creating new orders to enter the market or increase position size before the specified time
    noEntryBeforeTime = 091500
    timeEnterBefore = time >= noEntryBeforeTime
    
    // Conditions to enter long positions
    indicator1 = MoneyFlowIndex[14]
    c1 = (indicator1 >= 80)
    indicator2 = AverageTrueRange[14](close)
    c2 = (indicator2 < indicator2[1])
    indicator3 = Average[5](volume)-Average[25](volume)
    c3 = (indicator3 < -1500)
    indicator4 = MACDline[12,26,9](close)
    indicator5 = ExponentialAverage[9](indicator4)
    c4 = (indicator4 < indicator5)
    c5 = (close >= close[1])
    indicator6 = MoneyFlowIndex[14]
    c6 = (indicator6 CROSSES OVER 70)
    indicator7 = CCI[20]
    c7 = (indicator7 > -80)
    indicator8 = Stochastic[14,3](close)
    c8 = (indicator8 > 45)
    
    IF (c1 AND c2 AND c3 AND c4 AND c5 AND c6 AND c7 AND c8) AND timeEnterBefore THEN
    BUY 1 CONTRACT AT MARKET
    ENDIF
    
    // Conditions to exit long positions
    indicator9 = MoneyFlowIndex[14]
    c9 = (indicator9 CROSSES OVER 90)
    
    IF c9 THEN
    SELL AT MARKET
    ENDIF
    
    // Conditions to enter short positions
    indicator10 = MoneyFlowIndex[14]
    c10 = (indicator10 CROSSES UNDER 20)
    indicator11 = Stochastic[14,3](close)
    c11 = (indicator11 >= 0)
    indicator12 = Stochastic[14,3](close)
    c12 = (indicator12 <= 40)
    indicator13 = MoneyFlowIndex[14]
    c13 = (indicator13 < 15)
    indicator14 = MoneyFlowIndex[14]
    c14 = (indicator14 >= 10)
    indicator15 = Average[5](volume)-Average[25](volume)
    c15 = (indicator15 >= -4200)
    indicator16 = Momentum[12](close)
    c16 = (indicator16 < -105)
    indicator17 = Momentum[12](close)
    c17 = (indicator17 > -160)
    indicator18 = CCI[20]
    c18 = (indicator18 >= -300)
    indicator19 = Volume
    c19 = (indicator19 > 0)
    indicator20 = ADX[14]
    c20 = (indicator20 <= 65)
    
    IF (c10 AND c11 AND c12 AND c13 AND c14 AND c15 AND c16 AND c17 AND c18 AND c19 AND c20) AND timeEnterBefore THEN
    SELLSHORT 1 CONTRACT AT MARKET
    ENDIF
    
    // Conditions to exit short positions
    indicator21 = MoneyFlowIndex[14]
    c21 = (indicator21 CROSSES UNDER 10)
    
    IF c21 THEN
    EXITSHORT AT MARKET
    ENDIF
    
    // Stops and targets
    SET STOP pLOSS 100
    #114738 quote
    robertogozzi
    Moderator
    Master

    @kkkok288

    >> For clarity of messages on ProRealCode’s forums, please use the “insert code PRT” button to separate the text from the code part! Thank you! << 🙂

    #114742 quote
    kkkok288
    Participant
    Junior

    Thank you

    #114749 quote
    GraHal
    Participant
    Master

    I think your Issues / Rejects stem from the ‘unusual conditions’ relating to Volume, for example …

    It’s just a hunch, so I may be wrong?

    indicator15 = Average[5](volume)-Average[25](volume)
    c15 = (indicator15 >= -4200)
    
    indicator19 = Volume
    c19 = (indicator19 > 0)
    
    #114789 quote
    kkkok288
    Participant
    Junior

    Hi, Grahal

    I have used the condition for other EAs in DJI market and there is no problem of auto stopped.

    This problem only happens in Hong Kong market.

    Do you try to put it run in demo mode?

    I have 10 other EAs in Hong Kong market having this problem although the EAs can generate more than 90% winning rate.

    #114790 quote
    robertogozzi
    Moderator
    Master

    DEFPARAM PreLoadBars = 20000 is reset automatically  to 10000, this being the maximum allowed.

    #114791 quote
    GraHal
    Participant
    Master

    Do you try to put it run in demo mode?

    How often do they take trades?

    If trade often (> 1 per day) then yes, I would try for you in Demo and make changes to code if rejected, but I get impatient and need the demo space for other Systems.

    I got your us15m DImaccimovoatr testcfd3 to trade once … do you get rejects on that System always / 100% of the time??

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Above 90% winning rate but auto stopped out from running in Proorder


ProOrder: Automated Strategies & Backtesting

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kkkok288 @kkkok288 Participant
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This topic contains 71 replies,
has 7 voices, and was last updated by kkkok288
6 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/05/2019
Status: Active
Attachments: 7 files
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